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Two Sigma Investments Portfolio holdings
AUM
$124B
1-Year Est. Return
33.93%
This Fund
S&P 500
This Quarter
Est. Return
+8.8%
1 Year Est. Return
+33.93%
3 Year Est. Return
+96.56%
5 Year Est. Return
+105.93%
10 Year Est. Return
+538.88%
AUM
$33.2B
AUM Growth
+$3.52B
(+12%)
Cap. Flow
+$1.15B
Cap. Flow
% of AUM
3.45%
Top 10 Holdings %
Top 10 Hldgs %
7.55%
Holding
4,208
New
818
Increased
1,341
Reduced
1,420
Closed
612
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
ExxonMobil
XOM
|
+$161M |
| 2 |
Sherwin-Williams
SHW
|
+$149M |
| 3 |
Charter Communications
CHTR
|
+$148M |
| 4 |
Honeywell
HON
|
+$139M |
| 5 |
Boeing
BA
|
+$138M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$193M |
| 2 |
Altria Group
MO
|
+$169M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$162M |
| 4 |
Walmart Inc
WMT
|
+$150M |
| 5 |
PayPal
PYPL
|
+$138M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 13.66% |
| 2 | Consumer Discretionary | 13.49% |
| 3 | Healthcare | 11.41% |
| 4 | Industrials | 10.01% |
| 5 | Financials | 6.75% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
PDS
2001
Precision Drilling
PDS
$974M
| $1.23M | ﹤0.01% |
44,060
+43,482
| +7,523% | +$998K |
|
|
KL
2002
PUT
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $1.23M | ﹤0.01% |
28,000
-25,100
| -47% | -$1.11M |
|
2003
CALL
Archer Daniels Midland
ADM
$36.9B
| $1.23M | ﹤0.01% |
26,600
-16,300
| -38% | -$695K |
|
2004
CALL
Deckers Outdoor
DECK
$13.3B
| $1.23M | ﹤0.01% |
43,800
-35,400
| -45% | -$939K |
|
2005
PUT
Las Vegas Sands
LVS
$29.6B
| $1.23M | ﹤0.01% |
17,800
+10,800
| +154% | +$674K |
|
2006
International Seaways
INSW
$4.57B
| $1.23M | ﹤0.01% |
+41,159
| New | +$1.07M |
|
2007
A10 Networks
ATEN
$1.93B
| $1.22M | ﹤0.01% |
178,099
+83,324
| +88% | +$560K |
|
2008
PUT
Tractor Supply
TSCO
$18.1B
| $1.22M | ﹤0.01% |
+65,500
| New | +$1.24M |
|
|
STXB
2009
DELISTED
Spirit of Texas Bancshares, Inc. Common Stock
STXB
| $1.22M | ﹤0.01% |
53,170
-18,277
| -26% | -$402K |
|
2010
AAR Corp
AIR
$5.76B
| $1.22M | ﹤0.01% |
27,102
-37,592
| -58% | -$1.63M |
|
2011
Oxford Industries
OXM
$552M
| $1.22M | ﹤0.01% |
16,188
-27,153
| -63% | -$1.96M |
|
2012
PUT
TJX Companies
TJX
$178B
| $1.22M | ﹤0.01% |
20,000
+2,000
| +11% | +$118K |
|
|
NVMI
2013
Nova
NVMI
$12.5B
| $1.22M | ﹤0.01% |
32,239
+20,166
| +167% | +$707K |
|
2014
PUT
Universal Health Services
UHS
$10.5B
| $1.22M | ﹤0.01% |
8,500
+5,800
| +215% | +$827K |
|
2015
CALL
Corning
GLW
$143B
| $1.22M | ﹤0.01% |
41,800
-29,800
| -42% | -$865K |
|
2016
Celestica
CLS
$36.5B
| $1.22M | ﹤0.01% |
146,954
+133,851
| +1,022% | +$998K |
|
2017
CALL
Western Union
WU
$2.21B
| $1.21M | ﹤0.01% |
45,300
-300
| -0.7% | -$7.78K |
|
2018
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.42B
| $1.21M | ﹤0.01% |
41,400
+1,900
| +5% | +$51.9K |
|
2019
Axos Financial
AX
$5.68B
| $1.21M | ﹤0.01% |
39,945
+26,900
| +206% | +$786K |
|
2020
PUT
Marriott Vacations Worldwide
VAC
$4.24B
| $1.21M | ﹤0.01% |
9,400
-7,000
| -43% | -$819K |
|
2021
Vishay Precision Group
VPG
$914M
| $1.21M | ﹤0.01% |
35,592
+25,861
| +266% | +$869K |
|
2022
CALL
Valero Energy
VLO
$85.9B
| $1.21M | ﹤0.01% |
12,900
-40,100
| -76% | -$3.79M |
|
|
CMA
2023
PUT
DELISTED
Comerica
CMA
| $1.21M | ﹤0.01% |
16,800
-23,200
| -58% | -$1.59M |
|
2024
PUT
Norfolk Southern
NSC
$75.1B
| $1.2M | ﹤0.01% |
+6,200
| New | +$1.16M |
|
|
HES
2025
PUT
DELISTED
Hess
HES
| $1.2M | ﹤0.01% |
18,000
-5,100
| -22% | -$334K |
|
Similar funds
VAM
Two Sigma Investments's Q4 2019 Portfolio in Review
As of Q4 2019, Two Sigma Investments held 4,208 positions worth $33.2B, up 12% from $29.7B the previous quarter. Its ten largest holdings account for 7.6% of the portfolio.
Two Sigma Investments deployed $1.15B of net new capital in Q4 2019, opening 818 new positions and adding to 1,341 existing holdings. Its largest new stake was Sherwin-Williams: 780,252 shares worth $152M.
By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 13% a quarter earlier, followed by Consumer Discretionary and Healthcare.
On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $193M trimmed.
- Two Sigma Investments's largest Q4 2019 buy was Sherwin-Williams: 780,252 shares worth $152M.
- Two Sigma Investments added most to ExxonMobil in Q4 2019, an estimated $161M increase.
- Two Sigma Investments's biggest Q4 2019 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $193M.
- Two Sigma Investments fully exited Walmart Inc in Q4 2019, selling an estimated $150M.
- Two Sigma Investments's ten largest holdings make up 7.6% of its $33.2B portfolio in Q4 2019.
- Two Sigma Investments opened 818 new positions and closed 612 in Q4 2019.
- Two Sigma Investments's portfolio value rose 12% quarter-over-quarter to $33.2B.
Based on Two Sigma Investments's 13F filing for Q4 2019, filed 14 Feb 2020.